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Analysis of the impact of COVID-19 on the correlations between crude oil and agricultural futures
In this study, we explored the impact of COVID-19 on the cross-correlations between crude oil and agricultural futures markets. A multifractal detrended cross-correlation analysis (MF-DCCA) approach was utilized to analyze the cross-correlations between the Brent crude oil and agricultural futures s...
| Autores principales: | , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Elsevier Ltd.
2020
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7225722/ https://www.ncbi.nlm.nih.gov/pubmed/32421108 http://dx.doi.org/10.1016/j.chaos.2020.109896 |